SAGE (Sage Therapeutics, Inc)
Expected Move & Straddle Price History
The expected move for SAGE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current SAGE Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
2.4%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to SAGE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SAGE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20250801 | $0.00 | $0.00 | 2.4% | 71% |
| 20250731 | $0.00 | $0.00 | 2.3% | 67% |
| 20250730 | $1.65 | $1.65 | 2.2% | 63% |
| 20250729 | $6.10 | $6.10 | 2.3% | 65% |
| 20250728 | $11.53 | $11.53 | 2.0% | 49% |
| 20250725 | $4.03 | $4.03 | 1.8% | 41% |
| 20250724 | $6.50 | $6.50 | 1.9% | 46% |
| 20250723 | $3.80 | $3.80 | 2.0% | 52% |
| 20250722 | $3.73 | $3.73 | 2.2% | 60% |
| 20250721 | $3.70 | $3.70 | 2.2% | 64% |
| 20250718 | $1.40 | $1.77 | 1.8% | 38% |
| 20250717 | $1.47 | $1.45 | 1.6% | 29% |
| 20250716 | $1.52 | $0.62 | 1.7% | 34% |
| 20250715 | $1.70 | $1.35 | 1.5% | 25% |
| 20250714 | $1.47 | $0.83 | 1.6% | 28% |
| 20250711 | $1.70 | $5.70 | 1.6% | 30% |
| 20250710 | $1.57 | $5.53 | 1.2% | 10% |
| 20250709 | $1.43 | $5.75 | 1.2% | 8% |
| 20250708 | $1.47 | $3.05 | 1.3% | 11% |
| 20250707 | $1.45 | $0.90 | 1.2% | 9% |
| 20250703 | $1.50 | $0.93 | 1.1% | 0% |
| 20250702 | $1.00 | $1.00 | 2.2% | 58% |
| 20250701 | $0.62 | $0.62 | 2.4% | 71% |
| 20250630 | $1.05 | $1.05 | 2.9% | 100% |
| 20250627 | $0.57 | $0.57 | 2.4% | 80% |
| 20250626 | $0.60 | $0.60 | 1.9% | 53% |
| 20250625 | $0.85 | $0.85 | 2.6% | 92% |
| 20250624 | $0.60 | $0.60 | 2.1% | 62% |
| 20250623 | $2.65 | $2.65 | 2.6% | 92% |
| 20250620 | $5.78 | $0.88 | 2.1% | 63% |
| 20250618 | $1.15 | $1.80 | 2.4% | 84% |
| 20250617 | $1.38 | $10.90 | 1.9% | 48% |
| 20250616 | $1.12 | $1.00 | 2.2% | 70% |
| 20250613 | $0.85 | $1.57 | 1.4% | 16% |
| 20250612 | $0.98 | $1.43 | 1.3% | 10% |
| 20250611 | $1.15 | $1.62 | 1.4% | 17% |
| 20250610 | $1.77 | $0.55 | 1.1% | 1% |
| 20250609 | $1.73 | $1.10 | 1.2% | 9% |
| 20250606 | $1.02 | $0.83 | 1.1% | 3% |
| 20250605 | $1.10 | $0.83 | 1.4% | 16% |
| 20250604 | $0.60 | $0.60 | 2.7% | 100% |
| 20250603 | $1.05 | $1.05 | 2.1% | 83% |
| 20250602 | $0.80 | $0.80 | 2.2% | 87% |
| 20250530 | $1.65 | $1.65 | 2.1% | 83% |
| 20250529 | $1.05 | $1.05 | 2.0% | 70% |
| 20250528 | $0.85 | $0.85 | 2.1% | 80% |
| 20250527 | $0.88 | $0.88 | 2.2% | 86% |
| 20250523 | $0.82 | $0.82 | 2.0% | 75% |
| 20250522 | $2.08 | $2.08 | 1.9% | 67% |
| 20250521 | $1.20 | $1.20 | 1.7% | 49% |
| 20250520 | $0.95 | $0.95 | 1.6% | 42% |
| 20250519 | $0.75 | $0.75 | 1.7% | 45% |
| 20250516 | $1.38 | $5.50 | 1.3% | 5% |
| 20250515 | $1.30 | $2.12 | 1.3% | 5% |
| 20250514 | $1.05 | $2.20 | 1.9% | 26% |
| 20250513 | $0.93 | $1.10 | 1.6% | 16% |
| 20250512 | $1.12 | $0.93 | 1.4% | 9% |
| 20250509 | $2.00 | $1.12 | 1.3% | 6% |
| 20250508 | $1.12 | $1.02 | 1.6% | 15% |
| 20250507 | $2.15 | $0.75 | 1.5% | 14% |